nd regards,
B.Nataraj
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
Behalf Of Özgür Asar
Sent: Friday, June 08, 2012 7:38 PM
To: r-help@r-project.org
Subject: Re: [R] Determinant and inverse using cholsky parameter
Hi,
Isn'
?chol2inv
kjetil
On Fri, Jun 8, 2012 at 1:43 AM, wrote:
> Dear R list members,
>
> I have a vector of Cholesky parameterization of a matrix let say A. I would
> like to compute the determinant and inverse of the original matrix A from the
> vector of cholesky parameters , would you suggest an
On Fri, Jun 8, 2012 at 10:08 AM, Özgür Asar wrote:
> Hi,
>
> Isn't the Cholesky decomposition of A=L (L)^T where T stands for "transpose"
> and L is the Cholesky factor of A.
>
> You say you have the Cholesky decomposition, isn't it L (above)?
>
> A<-L%*%t(L)
> det(A)
> solve(A)
>
> would be your
On Jun 8, 2012, at 16:08 , Özgür Asar wrote:
> Hi,
>
> Isn't the Cholesky decomposition of A=L (L)^T where T stands for "transpose"
> and L is the Cholesky factor of A.
>
> You say you have the Cholesky decomposition, isn't it L (above)?
>
> A<-L%*%t(L)
> det(A)
> solve(A)
>
> would be your
Hi,
Isn't the Cholesky decomposition of A=L (L)^T where T stands for "transpose"
and L is the Cholesky factor of A.
You say you have the Cholesky decomposition, isn't it L (above)?
A<-L%*%t(L)
det(A)
solve(A)
would be your answer.
Hope this helps
Ozgur
--
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ht
Dear R list members,
I have a vector of Cholesky parameterization of a matrix let say A. I would
like to compute the determinant and inverse of the original matrix A from the
vector of cholesky parameters , would you suggest an R function to do the task.
I have tried hard but unable to find any
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